+200.5%
ZTS vs ARES
+1,204.3%
-1,003.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.6% |
| 7D | -1.0% | +5.0% | -6.0% | -2.2% |
| 30D | +10.8% | +19.1% | -8.3% | +6.0% |
| 3M | +14.1% | +3.1% | +11.0% | +13.1% |
| 6M | +0.8% | +12.9% | -12.1% | -2.8% |
| YTD | -33.1% | -10.7% | -22.4% | -32.2% |
| 1Y | -30.0% | -5.5% | -24.5% | -30.3% |
| 3Y | -49.5% | +45.0% | -94.5% | -57.0% |
| 5Y | -60.2% | +87.4% | -147.6% | -69.5% |
| 10Y | +77.0% | +1,267.4% | -1,190.4% | -9.7% |
| All | +200.5% | +1,204.3% | -1,003.8% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling